The harmonic functions of (At, Bt,)

DOI10.1017/S0305004100071632zbMath0844.60046OpenAlexW2122684422MaRDI QIDQ4277221

L. C. G. Rogers

Publication date: 27 August 1996

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100071632

zbMATH Keywords

martingalesMarkov processtransition probabilitiesresolvent kernelsbehaviour of trajectories

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45)

Cites Work

• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Representation Theory for Denumerable Markov Chains

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